library(pracma) # Acumulada fx_puntual_generica <- function(x, p) { return(function(t) { x_menor_igual_t <- x[x <= t] suma <- 0 if (length(x_menor_igual_t) == 0) { return(0) } for (i in 1:length(x_menor_igual_t)) { suma <- suma + p[i] } return(suma) }) } # Binomial px_binomial_generica <- function(n, p) { return(function(k) { return(choose(n, k)*(p^k)*((1-p)^(n-k))) }) } ex_binomial <- function(n, p) { return(n*p) } vx_binomial <- function(n, p) { return(n*p*(1-p)) } # Poisson px_poisson_generica <- function(n, p) { lambda <- n*p return(function(k) { return(exp(-lambda)*(lambda^k)/factorial(k)) }) } ex_poisson <- function(n, p) { return(n*p) } vx_poisson <- function(n, p) { return(n*p) } # Hipergeometrica # n = cant_muestra # N = cant_total # D = cant_exitos px_hiper_generica <- function(n, N, D) { return(function(k) { return(choose(D, k)*choose(N-D, n-k)/choose(N, n)) }) } ex_hiper <- function(n, N, D) { return(n*D/N) } vx_hiper <- function(n, N, D) { return(((N-n)/(N-1))*n*(D/N)*(1-(D/N))) } # Geométrica px_geom_generica <- function(p) { return(function(k) { return(p*(1-p)^(k-1)) }) } px_geom_mayor <- function(k, p) { return((1-p)^k) } ex_geom <- function(p) { return(1/p) } vx_geom <- function(p) { return((1-p)/(p^2)) } # Binom negativa px_nbin_generica <- function(r,p) { return(function(k) { return(choose(k-1, r-1)*(p^r)*(1-p)^(k-r)) }) } ex_nbin <- function(r, p) { return(r/p) } vx_nbin <- function(r,p) { return(r*(1-p)/(p^2)) } # Esperanza y Varianza puntual ex_puntual_generica <- function(x,p) { return(sum(x*p)) } vx_puntual_generica <- function(x,p) { ex <- ex_puntual_generica(x,p) return(ex_puntual_generica((x-ex)^2, p)) } # Multinomial px_multinomial_generica <- function(n, array_p) { return(function (array_x) { dividendo <- prod(factorial(array_x)) multiplicando <- 1 for (i in 1:length(array_x)) { multiplicando <- multiplicando * (array_p[i]^array_x[i]) } return((factorial(n)/dividendo)*multiplicando) }) } #################################################################################################### # Integrar integrar <- function(fx, lower, upper) { return(integrate(fx, lower, upper)$value) } integrar_doble <- function(fx, lower, upper, lower2, upper2) { return(integral2(fx, lower, upper, lower2, upper2)$Q) } # Ex generica ex_generica <- function(fx, lower, upper) { return(integrar(function(x) {x*fx(x)}, lower, upper)) } # Vx generica vx_generica <- function(fx, ex, lower, upper) { return(integrar(function(x) {fx(x)*((x-ex)^2)}, lower, upper)) } obtener_acumulada <- function(fx) { return(function(t) { return(integrar(fx, -Inf, t)) }) } # Uniforme fx_uniforme_generica <- function(a, b) { return(function(x) { ifelse(x < a | x > b, 0, 1/(b-a)) }) } ex_uniforme_generica <- function(a, b) { return((a+b)/2) } vx_uniforme_generica <- function(a,b) { return(((b-a)^2)/12) } # Normal fx_normal_generica <- function(u, sg) { return(function(x) { exponent <- -((x-u)^2/(2*(sg^2))) return(exp(exponent)/(sg*sqrt(2*pi))) }) } Fx_normal_std_generica <- function(x) { integrand <- function(t) {exp(-(t^2)/2)/(sqrt(2*pi))} return(integrar(integrand, -Inf, x)) } Fx_normal_generica_a_std <- function(u, sgc) { sg <- sqrt(sgc) return(function(t) { x <- ((t-u)/sg) return(Fx_normal_std_generica(x)) }) } arg_Fx_normal_a_std <- function(u, sgc) { sg <- sqrt(sgc) return(function(p) { return(qnorm(p)*sg + u) }) } # Gamma ex_gamma_generica <- function(alpha, lambda) { return(alpha/lambda) } vx_gamma_generica <- function(alpha, lambda) { return(alpha/(lambda^2)) } # Covarianza cov_puntual_generica <- function(pxy, px, py, x, y) { suma_pxy <- 0 suma_px <- 0 suma_py <- 0 index_px <- 1 for (i in x) { suma_px <- suma_px + i*px[index_px] index_py <- 1 for (j in y) { suma_pxy <- suma_pxy + i*j*pxy[index_px,index_py] if (i == x[1]) { suma_py <- suma_py + j*py[index_py] } index_py <- index_py + 1 } index_px <- index_px + 1 } cat("E(XY) =", suma_pxy, "\n") cat("E(X) =", suma_px, "\n") cat("E(Y) =", suma_py, "\n") return(suma_pxy - (suma_px * suma_py)) } cov_continua_generica <- function(fxy, fx, fy, x1, x2, y1, y2) { cov_xy <- integrar_doble(function(x,y) {return(x*y*fxy(x,y))}, x1, x2, y1, y2) ex_x <- ex_generica(fx, x1, x2) ey_y <- ex_generica(fy, y1, y2) cat("E(XY) =", cov_xy, "\n") cat("E(X) =", ex_x, "\n") cat("E(Y) =", ey_y, "\n") return(cov_xy - (ex_x*ey_y)) } # Correlacion corr_puntual_generica <- function(pxy, px, py, x, y) { cov <- cov_puntual_generica(pxy, px, py, x, y) cat("Covarianza", cov, "\n") desvio_x <- sqrt(vx_puntual_generica(x, px)) cat("Desvio X", desvio_x, "\n") desvio_y <- sqrt(vx_puntual_generica(y, py)) cat("Desvio Y", desvio_y, "\n") return(cov / (desvio_x * desvio_y)) } corr_continua_generica <- function(fxy, fx, fy, x1, x2, y1, y2) { cov <- cov_continua_generica(fxy, fx, fy, x1, x2, y1, y2) cat("Covarianza", cov, "\n") ex_x <- ex_generica(fx, x1, x2) desvio_x <- sqrt(vx_generica(fx, ex_x, x1, x2)) cat("Desvio X", desvio_x, "\n") ey_y <- ex_generica(fy, y1, y2) desvio_y <- sqrt(vx_generica(fy, ey_y, y1, y2)) cat("Desvio Y", desvio_y, "\n") return(cov / (desvio_x * desvio_y)) } # Esperanza de suma esperanza_de_suma <- function(fx, fy, x1, x2, y1, y2) { ex_x <- ex_generica(fx, x1, x2) ey_y <- ex_generica(fy, y1, y2) return (ex_x + ey_y) } varianza_de_suma <- function(fxy, fx, fy, x1, x2, y1, y2) { ex_x <- ex_generica(fx, x1, x2) vx_x <- vx_generica(fx, ex_x, x1, x2) cat("X: Esperanza =", ex_x, "Varianza =", vx_x, "\n") ey_y <- ex_generica(fy, y1, y2) vy_y <- vx_generica(fy, ey_y, y1, y2) cat("Y: Esperanza =", ey_y, "Varianza =", vy_y, "\n") cov_xy <- cov_continua_generica(fxy, fx, fy, x1, x2, y1, y2) cat("Covarianza = ", cov_xy, "\n") return (vx_x + vy_y + 2*cov_xy) } # Chebyshev calcular_chebyshev <- function(vx, epsilon) { return(vx/(epsilon^2)) } f_empirica_t <- function(cx, t) { # mean(cx <= t) length(cx[cx <= t]) / length(cx) } # Intervalos de confianza # Longitud long_n <- function (zalpha, sgc, n) { zalpha*sqrt(sgc/n)*2 } obtener_repeticiones <- function(zalpha, sgc, longitud) { sgc/(longitud/(2*zalpha))^2 } IC_varianza_conocida <- function(alpha, sgc, n, un) { zalpha <- qnorm(alpha/2) raiz <- sqrt(sgc/n) valor <- (zalpha*raiz) cat("zalpha: ", zalpha, ", raiz: ", raiz, "\n") cat("IC: (", un+valor, ", ", un-valor, ")\n") } IC_varianza_desconocida <- function(alpha, Sc, n, un) { zalpha <- qt(alpha/2, n-1) raiz <- sqrt(Sc/n) valor <- (zalpha*raiz) cat("zalpha: ", zalpha, ", raiz: ", raiz, "\n") cat("IC: (", un+valor, ", ", un-valor, ")\n") } IC_media_conocida <- function(alpha, datos, u) { n <- length(datos) suma <- sum((datos - u)^2) za <- qchisq(alpha/2, n, lower.tail = FALSE) zb <- qchisq(1-(alpha/2), n, lower.tail = FALSE) cat("n: ", n, "suma: ", suma, "za: ", za, ", zb: ", zb, "\n") cat("IC: (", suma/za, ", ", suma/zb, ")\n") } IC_media_desconocida <- function(alpha, datos) { n <- length(datos)-1 sc <- var(datos) print(sum((datos-mean(datos))^2)/24) za <- qchisq(alpha/2, n, lower.tail = FALSE) zb <- qchisq(1-(alpha/2), n, lower.tail = FALSE) cat("n: ", n, "sc: ", sc, "za: ", za, ", zb: ", zb, "\n") cat("IC: (", sc*n/za, ", ", sc*n/zb, ")\n") } IC_exponencial <- function(alpha, datos) { n <- length(datos) suma <- sum(datos) za <- qchisq(1-(alpha/2), 2*n, lower.tail = FALSE) zb <- qchisq(alpha/2, 2*n, lower.tail = FALSE) cat("n: ", n, "suma: ", suma, "za: ", za, ", zb: ", zb, "\n") cat("IC: (", za/(2*suma), ", ", zb/(2*suma), ")\n") } IC_asintotico_exponencial <- function(alpha, datos) { n <- length(datos) promedio <- mean(datos) za <- qnorm(alpha/2) cat("n: ", n, "promedio: ", promedio, "za: ", za, ", zb: ", -za, "\n") cat("IC: (", 1/(promedio + (-za*promedio/sqrt(n))), ", ", 1/(promedio - (-za*promedio/sqrt(n))), ")\n") } IC_asintotico_binomial <- function(alpha, promedio, n) { za <- qnorm(alpha/2) cat("n: ", n, "promedio: ", promedio, "za: ", za, ", zb: ", -za, "\n") cat("IC: (", promedio + (za*sqrt(promedio*(1-promedio)/n)), ", ", promedio - (za*sqrt(promedio*(1-promedio)/n)), ")\n") } # Tests region_rechazo <- function(uh0, vh0, promedio, n, alpha, comparar) { zalpha <- qnorm(1-alpha) valor <- (promedio - uh0) / sqrt(vh0/n) cat("valor: ", valor, ", zalpha: ", zalpha, "\n") if (comparar(valor, zalpha)) { print("Rechaza H0!") } else { print("No rechaza H0") } } region_rechazo_t <- function(uh0, sc, promedio, n, alpha, comparar) { zalpha <- qt(1-alpha, n-1) valor <- (promedio - uh0) / sqrt(sc/n) cat("valor: ", valor, ", zalpha: ", zalpha, "\n") if (comparar(valor, zalpha)) { print("Rechaza H0!") } else { print("No rechaza H0") } } region_rechazo_chi <- function(sc, vh0, n, alpha, comparar) { zalpha <- qchisq(1-alpha, n-1) valor <- (n-1)*sc/vh0 cat("valor: ", valor, ", zalpha: ", zalpha, "\n") if (comparar(valor, zalpha)) { print("Rechaza H0!") } else { print("No rechaza H0") } } # R = {(promedio - u) / sqrt(vh0/n) >= (uh0 - u) / sqrt(vh0/n) + zalpha} # (promedio - u) / sqrt(vh0/n) ~ N(0,1) # => pi(u) = 1 - pnorm((uh0 - u)/sqrt(vh0/n) + zalpha) # P(EI) = calcular_f_potencia(...) # P(EII) = 1 - calcular_f_potencia(...) calcular_f_potencia_mayor <- function(uh0, vh0, uh1, n, alpha) { 1 - pnorm((uh0-uh1)/sqrt(vh0/n) + qnorm(1-alpha)) } # R = {(n-1)*s^2 / sg0^2 <= qchisq(alpha, n-1)}, multiplica por sg0^2 / sg1^2 # R = {(n-1)*s^2 / sg1^2 <= sg0^2*qchisq(alpha, n-1) / sg1^2} # (n-1)*s^2 / sg1^2 ~ chisq(n-1) # => pi(u) = pchisq(sg0^2*qchisq(alpha, n-1) / sg1^2) calcular_f_potencia_chisq_menor <- function(sg0c, sg1c, n, alpha) { pchisq(sg0c*qchisq(alpha, n-1) / sg1c, n-1) } # pnorm((uh0-uh1)/sqrt(vh0/n) + qnorm(1-alpha)) <= valor # (uh0-uh1) / sqrt(vh0/n) + qnorm(1-alpha) <= qnorm(valor) # (uh0-uh1) / sqrt(vh0/n) <= qnorm(valor) - qnorm(1-alpha) # (uh0-uh1) <= (qnorm(valor) - qnorm(1-alpha)) * sqrt(vh0/n) # (uh0-uh1)/(qnorm(valor) - qnorm(1-alpha)) <= sqrt(vh0/n) # ((uh0-uh1) / (qnorm(valor) - qnorm(1-alpha)))^2 <= vh0/n # |n| >= vh0 / ((uh0-uh1) / (qnorm(valor) - qnorm(1-alpha)))^2 calcular_n_error_tipo_2 <- function(valor, uh0, vh0, uh1, alpha) { vh0 / ((uh0-uh1)/(qnorm(valor)-qnorm(1-alpha)))^2 }